CME Australian Dollar Future December 2021


Trading Metrics calculated at close of trading on 02-Dec-2021
Day Change Summary
Previous Current
01-Dec-2021 02-Dec-2021 Change Change % Previous Week
Open 0.7126 0.7103 -0.0023 -0.3% 0.7235
High 0.7174 0.7120 -0.0054 -0.7% 0.7274
Low 0.7095 0.7085 -0.0010 -0.1% 0.7113
Close 0.7112 0.7089 -0.0023 -0.3% 0.7128
Range 0.0079 0.0035 -0.0044 -55.4% 0.0161
ATR 0.0063 0.0061 -0.0002 -3.2% 0.0000
Volume 109,018 89,143 -19,875 -18.2% 378,782
Daily Pivots for day following 02-Dec-2021
Classic Woodie Camarilla DeMark
R4 0.7203 0.7181 0.7108
R3 0.7168 0.7146 0.7099
R2 0.7133 0.7133 0.7095
R1 0.7111 0.7111 0.7092 0.7105
PP 0.7098 0.7098 0.7098 0.7095
S1 0.7076 0.7076 0.7086 0.7070
S2 0.7063 0.7063 0.7083
S3 0.7028 0.7041 0.7079
S4 0.6993 0.7006 0.7070
Weekly Pivots for week ending 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7654 0.7552 0.7217
R3 0.7493 0.7391 0.7172
R2 0.7332 0.7332 0.7158
R1 0.7230 0.7230 0.7143 0.7201
PP 0.7171 0.7171 0.7171 0.7157
S1 0.7069 0.7069 0.7113 0.7040
S2 0.7010 0.7010 0.7098
S3 0.6849 0.6908 0.7084
S4 0.6688 0.6747 0.7039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7210 0.7063 0.0147 2.1% 0.0073 1.0% 18% False False 114,106
10 0.7294 0.7063 0.0231 3.3% 0.0060 0.8% 11% False False 96,823
20 0.7473 0.7063 0.0410 5.8% 0.0061 0.9% 6% False False 87,190
40 0.7557 0.7063 0.0494 7.0% 0.0060 0.9% 5% False False 87,126
60 0.7557 0.7063 0.0494 7.0% 0.0063 0.9% 5% False False 88,906
80 0.7557 0.7063 0.0494 7.0% 0.0063 0.9% 5% False False 69,009
100 0.7557 0.7063 0.0494 7.0% 0.0061 0.9% 5% False False 55,220
120 0.7721 0.7063 0.0658 9.3% 0.0062 0.9% 4% False False 46,025
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7269
2.618 0.7212
1.618 0.7177
1.000 0.7155
0.618 0.7142
HIGH 0.7120
0.618 0.7107
0.500 0.7103
0.382 0.7098
LOW 0.7085
0.618 0.7063
1.000 0.7050
1.618 0.7028
2.618 0.6993
4.250 0.6936
Fisher Pivots for day following 02-Dec-2021
Pivot 1 day 3 day
R1 0.7103 0.7118
PP 0.7098 0.7109
S1 0.7094 0.7099

These figures are updated between 7pm and 10pm EST after a trading day.

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